Aircraft: A300
Phase of flight: Initial Approach
Anomaly: Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Weather / Turbulence

Had left that morning for a long day; flew the first leg uneventfully then briefed flight to ABQ. Main points of discussion were possible visual approach to Runway 26 at ABQ; the terrain; and the strong forecast gusty winds (our forecast was winds 250 at 19 gust 30 knots with KPHX as an alternate). Prior to descent; briefed visual to runway 26; and build a white line from runway 26 for orientation. Briefed 15/20 Flaps approach for gusty winds. Never discussed possibility of windshear; which wasn't discussed on the ATIS as I recall. Discussed high rate of unstable approaches at ABQ and terrain issues. Captain flew the approach with flaps 15/20 uneventfully until about approximately 2 mile final (maybe around 6;100 to 6;000 MSL?) when we got a 'Windshear; Windshear' warning. The Captain was flying and did not respond with either go-around or windshear escape manuever. I said 'Windshear; windshear' as reinforcement; expecting a windshear escape manuever; but captain kept flying the approach. Within a very brief time; the windshear warning ceased; and we were stable prior to 500 feet AGL or 500 feet above field elevation. Landing was uneventful. We debriefed this in the chocks; and the Captain indicated that my not calling 'go-around' reinforced his opinion that it was safe to continue. I had not called go-around because I was expecting him to execute the windshear escape maneuver; and then almost immediately the windshear alert went away. As far as my performance; I did not do a good job of pilot monitoring. Several factors; none of which are excuses; contributed. I was a little tired from a long day; I wasn't thinking about windshear although I should have; and I was more focused on the visual and terrain issues to runway 26. When the event happened; I was surprised when the Captain didn't execute the escape maneuver; my tone about the windshear was probably not sufficiently urgent; and by the time I thought about saying 'go-around'; the event was over. We did experience an airspeed loss of somewhere around 10 - 12 knots very briefly; but the airspeed loss by itself did not seem unsafe as we had added 15 knots for the gust factors. In hindsight; when the captain did not execute the escape maneuver; I should have said 'Windshear escape Maneuver' or 'Go-around' urgently.The windshear event was caused by the very gusty winds. The failure on my part to direct the appropriate escape maneuver was due to surprise (I know I should not have been surprised; but I was focusing on terrain and the visual). We should have discussed the possibility of windshear and appropriate reactions in the approach brief. The ATIS did not discuss windshear advisories; I don't think. Next; a stronger reaction on my part could have led to appropriate response of the pilot flying. My lack of stronger reaction and direction was based on surprise and how quickly event was over.First of all; to anticipate this windshear threat based on gusty-winds; and to brief it. Second; on my part; stronger response in commanding a correction as pilot monitoring. (i.e say something like 'Execute Windshear maneuver' or 'Firewall Power' or even 'Go-around'. We discussed all of this in the debrief. We flew a visual approach to runway 26. On final outside of 2 miles we got a windshear alert. The airplane was stable and did not appear to be in wind shear. I failed to perform the windshear escape maneuver. Looking back on it after discussion with the First Officer we should have accomplished the escape despite my feeling we were not in windshear.I should execute windshear recovery whenever windshear annunciates. A300 flight crew experienced a windshear warning at 800 feet during visual approach to Runway 26 at ABQ with strong gusty winds reported. The Captain elects not to go around and the First Officer is not forceful in suggesting that he should. The windshear warning stops after two announcements and a normal landing ensues.